I haven't used this trick for your exact issue but I have used it for similar issues.

I would attach a small amount of velcro to the inside of each shoe and the bottom of the insole. You'll want to be careful with your placement so that it doesn't alter the feel of the insole, which I'm guessing is a big reason you are using them. It should not take much to simply keep the insole in place, maybe a small strip on the front, back, and sides.

If you use the same side of velcro on both shoes then you can take the insole out of one and put it into another in a matter of seconds.